组合风险的重要性抽样方法

针对资产组合的市场风险或信用风险的任意边际分布的Gaussian Copula模型,首先将损失转化成高维正态分布的函数,然后对该模型进行重要性采样蒙特卡罗模拟以提高模拟效率,并分别使用牛顿法和基于大偏差理论估计测度变换的系数,并在此基础上提出了常数凝固估计法.数值实验表明,提出的算法与通常的蒙特卡罗方法相比,大大减小了模拟误差,从而提高了计算效率.     

理赔量和理赔间隔时间相依的Erlang(2)风险模型

考虑理赔量和理赔间隔时间相依,理赔间隔时间服从Erlang(2)分布的风险模型.通过求取生存概率的Laplace变换,并对其进行Laplace逆变换,可以得到生存概率的显示表达式.     

深部巷道围岩散热Laplace解析计算

目前矿井建设越来越深,热害给煤矿日常生产带来了严重的影响。针对深埋巷道的特点,将计算模型简化为二维平面圆模型,采用Laplace变换与逆变换的方法对深埋巷道围岩温度场及散热量进行分析,将时间域上的问题转化为Laplace域上的问题,得到Laplace域上的解,再将Laplace域上的解反变换到时间域上;用Laplace积分逆变换的形式解析表示计算结果。由于计算时间域上的解较困难,需将Laplace域上的解采用Stehfest反演方法进行数值逆变换,得到时间域上的数值解答。误差验算表明,当循环级数N=18时,误差为10-5~10-7。工程实例也说明此方法的正确性。     

含裂纹的功能梯度压电带反平面动态冲击问题研究

研究功能梯度压电带的反平面动态裂纹问题.假设功能梯度压电材料的材料性质沿其厚度方向按指数函数变化,考虑在非渗透型边界条件下,运用Laplace和Fourier变换,将混合边值问题转化为Laplace变换频域里的奇异积分方程,然后利用Laplace逆变换的数值方法求出动态应力强度因子和电位移强度因子.讨论载荷耦合参数、材料分布形式和裂纹位置等因素对断裂行为的影响.数值计算结果对压电材料的设计及应用有参考价值.     

一种基于IMM-ABSE算法的锂离子电池组SOC估算

信号噪声干扰、电池模型对温度与老化的适应性及单体不一致性等因素直接影响电池组电荷状态(State of Charge,SOC)估算精度.为实现锂离子电池组SOC的准确估计,提出了一种使用交互多模型(Interacting Multiple Model,IMM)和自适应电池状态估计器(Adaptive Battery State Estimator,ABSE)相结合的估算方法.首先,基于电池组综合特性建立电池交互模型,通过ABSE对单体SOC进行估算并嵌入IMM模型中.然后,计算各模型的信息分配因子,并根据信息分配因子对各模型的SOC进行概率融合,得到精度较高的电池组SOC.最后,在不同温度的组合工况下,评估该算法的鲁棒性和普适性.实验结果表明,该方法适用于系统输入信号存在噪声、全气候工况和单体间存在不一致性的环境,在有效充放电期间平均误差小于2%.     

基于线性多步积分法建立高速互连系统的缩减模型

基于线性多步积分法 (LMIM)建立了高速互连系统的数值模型 ,该模型具有和集总参数电路相容的形式 ;在此基础上 ,结合 Arnoldi算法 ,建立了互连系统相应的缩减模型 ;利用该缩减数值模型可以消除传统缩减模型仅适用于 RLC电路的条件限制 .数值试验结果表明 ,该模型具有较高的计算效率和计算精度     

多险种多复合Poisson-Geometric过程的常利率风险模型

建立多险种多复合Poisson-Geometric过程的常利率风险模型,得到该模型的生存概率所满足的积分-微分方程.当无保费收入时,由所得到的积分-微分方程推出生存概率的Laplace变换的表达式,对于初始盈余为0时,得到生存概率的精确解.并给出具体的数值计算的实例以解释我们的结果.1     

基于半参数估计的W-CIC Copula函数选择准则

基于全参数极大似然估计的AIC准则是常用的模型选择标准.在实际应用中,往往将其用于半参数伪极大似然估计,其中存在模型选择的偏差.CIC准则适用于半参数伪极大似然估计,但对于大部分在边界处增长过快的Copula密度函数该准则失效.基于此,对原有的CIC准则进行改进建立W-CIC准则,即降低Copula密度函数在边界处的权重,是CIC准则的加权版本.W-CIC准则打破了原准则的局限性,适用于更多的Copula函数模型.     

基于藤Copula-Monte Carlo方法的多事件巨灾债券触发概率模拟

当前全球自然灾害频发，传统的保险业已经无法承担日益严峻的巨灾风险。巨灾债券作为一种新型的金融创新产品，可以为巨灾风险提供更有效的分散方式。文章采用藤Copula模型来刻画多巨灾损失变量间的相关关系，在此基础上，将多巨灾损失变量的条件分位数估计应用到多事件触发巨灾债券的触发值设定。结合全球洪灾数据进行实证分析，通过Monte Carlo方法模拟多事件巨灾债券的触发概率，验证了所构建模型的可行性和优越性。     

随机波浪作用下自升式平台的极值响应估计

提出一种用于估计随机波浪载荷作用下自升式海洋平台极值响应的参数化方法.该方法采用移位广义对数正态分布模型近似计算平台随机响应的极值分布,由紧邻分布尾部的两个支撑点及其超越概率估计模型参数,从而减少估计极值响应分布尾部所需的响应样本容量.将所提出方法用于某实际平台的极值响应分析的结果表明,该方法具有数值精度高和计算费用小的优点,适用于随机波浪载荷作用下自升式平台的可靠性及风险评估.     

An Index mechanism for multi-scale view in spatial databases

There are numerous geometric objects stored in the spatial databases. An importance function in a spatial database is that users can browse the geometric objects as a map efficiently. Thus the spatial database should display the geometric objects users concern about swiftly onto the display window. This process includes two operations:retrieve data from database and then draw them onto screen. Accordingly, to improve the efficiency, we should try to reduce time of both retrieving object and displaying them. The former can be achieved with the aid of spatial index such as R-tree, the latter require to simplify the objects. Simplification means that objects are shown with sufficient but not with unnecessary detail which depend on the scale of browse. So the major problem is how to retrieve data at different detail level efficiently. This paper introduces the implementation of a multi-scale index in the spatial database SISP (Spatial Information Shared Platform) which is generalized from R-tree. The difference between the generalization and the R-tree lies on two facets: One is that every node and geometric object in the generalization is assigned with a importance value which denote the importance of them, and every vertex in the objects are assigned with a importance value,too. The importance value can be use to decide which data should be retrieve from disk in a query. The other difference is that geometric objects in the generalization are divided into one or more sub-blocks, and vertexes are total ordered by their importance value. With the help of the generalized R-tree, one can easily retrieve data at different detail levels.Some experiments are performed on real-life data to evaluate the performance of solutions that separately use normal spatial index and multi-scale spatial index. The results show that the solution using multi-scale index in SISP is satisfying.     

Perspherical Approaches for Electrons in Atoms and Charged Excitons in Quantum Wells

Instead of following Fock’s expansion,we solve the Schrodinger equation for some quantum mechanical manybody systems such as electrons in atoms and charged excitons in quantum wells in a similar way in hyperspherical coordinates by expanding the wave functions into orthonormal complete basis sets of the hyperspherical hannonics(HHs)of hyperangles and generalized Laguerre polynomials(GLPs)of the hyperradius.This leads the equation to     

Advances in broadband wireless communications under high-mobility scenarios

Future mobile communication systems aim at providing very high data transmission rates, even in high-mobility scenarios such as high-speed wheel-track trains, maglev trains, highway vehicles, airplanes, guided missiles or spacecraft. A particularly important commercial application is the strong and increasing worldwide demand for high- speed broadband wireless communications （up to 574.8 km/ h test speeds or 380 km/h commercial speeds） in railways, providing data, voice and video services for applications such as onboard entertainment services to passengers, train control, train dispatch, train sensor status handling and sur- veillance. In such high-mobility scenarios, there are a number of communication challenges, including fast hand- over, location updating, high-speed channel modeling, estimation and equalization, anti-Doppler spreading tech- niques, fast power control, and dedicated network architec- ture. Because signal transmission in very high-speed scenarios will inevitably experience serious deterioration, it is imperative to develop key broadband mobile communi- cation techniques for such high-speed vehicles.     

Wuhan University Journal of Natural Sciences TOTAL CONTENTS

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Scale-based spatial data model for GIS

Being the primary media of geographical information and the elementary objects manipulated, almost all of maps adopt the layer-based model to represent geographic information in the existent GIS. However, it is difficult to extend the map represented in layer-based model. Furthermore, in Web-Based GIS, It is slow to transmit the spatial data for map viewing. In this paper, for solving the questions above, we have proposed a new method for representing the spatial data. That is scale-based model. In this model we represent maps in three levels: scale-view, block, and spatial object, and organize the maps in a set of map layers, named Scale-View, which associates some given scales.Lastly, a prototype Web-Based GIS using the proposed spatial data representation is described briefly.     

Features of Women''s language

Language is a means of verbal communication. People use language to communicate with each other. In the society, no two speakers are exactly alike in the way of speaking. Some differences are due to age, gender, statue and personality. Above all, gender is one of the obvious reasons. The writer of this paper tries to describe the features of women＇s language from these perspectives： pronunciation, intonation, diction, subjects, grammar and discourse. From the discussion of the features of women＇s language, more attention should be paid to language use in social context. What＇s more, the linguistic phenomena in a speaking community can be understood more thoroughly.     

英文诗歌中的喻类修辞

为了有助于提高英文爱好者的个人情操、文化素养和学习兴趣,以及专业人员对英语学习和研究进行多途径的探索,本文通过一些精选诗歌的引证和分析,着重论述了喻类修辞法在英文诗歌中的运用其及效果。     

Man Is Unable to Change the Miserable Life——Analysis of the Arrangement of Four Characters in The Glass Menagerie

Tennessee Williams is considered as one of the most important American playwrights since World War II.The Glass Menagerie is his first successful drama,which describes a tragic situation of family and means to say that Man is unable to change the miserable life,no matter whatever means he try,This essay focuses on the analysis of the arrangement of the four main characters:Laura.Amanda,Jim and Tom to reveal the theme.Laura is fragile.Amanda is brave.Jim is vital.Tom is sensible.And all of them develop and try the different means to struggle against life,but fail tragically.With the evidence,the paper comes to conclusion naturally that Man is unable to change the miserable life,and he dooms to fail.     

Characterization of root-nodulating bacteria on Retama raetam in arid Tunisian soils

The aim of this study is to investigate the diversity of Retama raetam root-nodule bacteria isolated from arid regions of Tunisia. Twelve isolates, chosen as representative for different 16S rRNA gene patterns, were characterized by 16S rRNA gene sequencing and phenotypic analysis. Isolates were assigned to Sinorhizobium, Rhizobium and Agrobacterium. Symbiotic properties of Sinorhizobium and Rhizobium isolates showed a large diversity in their capacity to infect their host plant and fix atmospheric nitrogen. Strain RK 22 identified as Rhizobium was the most effective isolate.     

An Affordable Accurate Evaluation of the Binding Conformations Predicted by Molecular Docking Studies in Bio-System

正Recently,docking has been widely used to predict the binding-modes of protein-inhibitors,when the crystal complexes structure was absent.Most docking algorithms are able to generate a large number of probable conformations,it,however,is difficult to effectively evaluate these docking poses and identify the most reasonable bindingmode.In the present study,on the basis of the crystallographic data of human 3-hydroxy-3-methylglutaryl coenzyme